Advanced data science and machine learning for asset management
Walnut Algorithms is a systematic investment manager focused on applying the latest advances in data science and machine learning research to the financial markets. We are a group of passionate data scientists developing algorithms to drive the technological disruption brought by the advent of A.I. in finance.
We combine advanced machine learning techniques with financial expertise to generate medium frequency pure alpha strategies. We develop sophisticated trading models able to scale over numerous assets globally. The strategies are designed to spot intraday patterns forming in the financial markets with high levels of confidence. The large amounts of intraday data points available allow us to train robust machine learning models and avoid overfitting.